often the simplest things in machine learning/data mining work best---so maybe come up with a very simple way of achieving what you want, try it out. work out what's not so good, and improve. repeat.
an important thing is to work out what maths you can just rationalise and ignore the details of, and what maths you need to know in detail.
for example, you probably at this stage don't need to know how to prove the central limit theorem, but it might help you to know the intuition.
it might be a good idea to know, in detail, where linear regression comes from though.
warning: in my experience, data mining books tend to provide poor explanations of the mathematical justifications of what's going on. if you can, get to a library and get some more theoretical books on machine learning or statistics.
in stats, larry wasserman's all of statistics is great, in machine learning, hastie et al's the elements of statistical learning, mackay's information theory book, bishop's machine learning book, etc, etc...
with any text book, don't read them cover to cover. just get what you need and move on. if it's not obvious what you need from the book, try another one and go back. books can be expensive, but time is more precious. it's more important to do math than read math.
an important thing is to work out what maths you can just rationalise and ignore the details of, and what maths you need to know in detail. for example, you probably at this stage don't need to know how to prove the central limit theorem, but it might help you to know the intuition. it might be a good idea to know, in detail, where linear regression comes from though.
warning: in my experience, data mining books tend to provide poor explanations of the mathematical justifications of what's going on. if you can, get to a library and get some more theoretical books on machine learning or statistics. in stats, larry wasserman's all of statistics is great, in machine learning, hastie et al's the elements of statistical learning, mackay's information theory book, bishop's machine learning book, etc, etc...
with any text book, don't read them cover to cover. just get what you need and move on. if it's not obvious what you need from the book, try another one and go back. books can be expensive, but time is more precious. it's more important to do math than read math.